Yes, generally the higher capacity a cell has, the less robust it is long-term. (From the same era, of course.) It’s like that with regular Eneloops vs Eneloop Pros.
It really depends if you need that extra capacity. If not, go with something a bit less than the current leading-edge in high capacity. 3000mAh seems to be the sweet spot, right now.
I prefer the 3500mAh for one particular use, but for everything else 3000mAh is fine.
We may be seeing the peak of 18650 cell capacity, if EV companies choose the standardize on a larger format like Tesla is doing.